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Volatility regimes, asymmetric basis effects and forecasting performance : an empirical investigation of the WTI crude oil futures market
Chang, Kuang-liang - In: Energy economics 34 (2012) 1, pp. 294-306
Persistent link: https://www.econbiz.de/10009618842
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The time-varying and asymmetric dependence between crude oil spot and futures markets : evidence from the mixture copula-based ARJI-GARCH model
Chang, Kuang-liang - In: Economic modelling 29 (2012) 6, pp. 2298-2309
Persistent link: https://www.econbiz.de/10009673749
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Does the return-state-varying relationship between risk and return matter in modeling the time series process of stock return?
Chang, Kuang-Liang - In: International review of economics & finance : IREF 42 (2016), pp. 72-87
Persistent link: https://www.econbiz.de/10011625059
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A mixed dependence between the exchange rate and international crude oil returns : an application of dynamic mixture copula
Chang, Kuang-Liang - In: Emerging markets finance & trade : a journal of the … 53 (2017) 10/11/12, pp. 2347-2360
Persistent link: https://www.econbiz.de/10011825350
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A new dynamic mixture copula mechanism to examine the nonlinear and asymmetric tail dependence between stock and exchange rate returns
Chang, Kuang-Liang - In: Computational economics 58 (2021) 4, pp. 965-999
Persistent link: https://www.econbiz.de/10012697775
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Do economic policy uncertainty indices matter in joint volatility cycles between US and Japanese stock markets?
Chang, Kuang-Liang - In: Finance research letters 47 (2022) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10013457481
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Do US and Japanese uncertainty shocks play important roles in affecting transition mechanisms of Japanese stock market?
Chang, Kuang-Liang - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-16
Persistent link: https://www.econbiz.de/10013186556
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The low-magnitude and high-magnitude asymmetries in tail dependence structures in international equity markets and the role of bilateral exchange rate
Chang, Kuang-Liang - In: Journal of international money and finance 133 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014304729
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The asymmetric impacts of international portfolio flows on Australian dollar returns
Chang, Jui-chuan Della; Chang, Kuang-Liang - In: Applied economics letters 30 (2023) 4, pp. 478-483
Persistent link: https://www.econbiz.de/10013553657
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Does crude oil price play an important role in explaining stock return behavior?
Chang, Kuang-liang; Yu, Shih-ti - In: Energy economics 39 (2013), pp. 159-168
Persistent link: https://www.econbiz.de/10010234976